Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,09% | 11,49 CHF | 11,50 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 834 800 CHF | 2 837 300 CHF | 100,00% | 100,00% |
19/11/2024 | 0,09% | 11,24 CHF | 11,25 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 825 680 CHF | 2 828 180 CHF | 100,00% | 100,00% |
18/11/2024 | 0,09% | 11,19 CHF | 11,20 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 766 140 CHF | 2 768 640 CHF | 100,00% | 100,00% |
15/11/2024 | 0,09% | 10,87 CHF | 10,88 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 708 670 CHF | 2 711 170 CHF | 100,00% | 100,00% |
14/11/2024 | 0,09% | 10,86 CHF | 10,87 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 681 980 CHF | 2 684 480 CHF | 99,91% | 99,91% |
13/11/2024 | 0,09% | 11,08 CHF | 11,09 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 781 280 CHF | 2 783 780 CHF | 100,00% | 100,00% |
12/11/2024 | 0,09% | 11,04 CHF | 11,05 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 764 610 CHF | 2 767 110 CHF | 100,00% | 100,00% |
11/11/2024 | 0,09% | 11,16 CHF | 11,17 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 867 120 CHF | 2 869 620 CHF | 100,00% | 100,00% |
08/11/2024 | 0,09% | 11,71 CHF | 11,72 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 930 970 CHF | 2 933 470 CHF | 100,00% | 100,00% |
07/11/2024 | 0,09% | 11,79 CHF | 11,80 CHF | 250 000 | 250 000 | 249 937 | 249 937 | 2 905 940 CHF | 2 908 440 CHF | 100,00% | 100,00% |